Statistical inference for time series with non-precise data

DOI10.1016/J.IJAR.2019.08.002MaRDI QIDQ2302790zbMATH OpenOpenAlexWikidataFDO

Authors W. Lee, Hye-Young Jung

Publication date 26 February 2020

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2019.08.002

zbMATH Keywords

consistencynormalityasymptotic relative efficiencyfuzzy time seriesfuzzy autoregressive modelfuzzy least squares estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86)

Recommendations

• Asymptotic properties of least squares estimation with fuzzy observations
• Regression prediction for fuzzy time series
• Nonparametric time series modeling based on fuzzy data
• Asymptotic properties of least squares estimation for a new fuzzy autoregressive model
• A fuzzy prediction method.

Cites work

• scientific article; zbMATH DE number 3454717 (Why is no real title available?)
• scientific article; zbMATH DE number 3233300 (Why is no real title available?)
• scientific article; zbMATH DE number 3259552 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• A unified approach to asymptotic behaviors for the autoregressive model with fuzzy data
• Analysis of dynamical systems whose inputs are fuzzy stochastic processes
• Approximation Theorems of Mathematical Statistics
• Asymptotic properties of least squares estimation for a new fuzzy autoregressive model
• Asymptotic properties of least squares estimation with fuzzy observations
• Designing fuzzy time series forecasting models: a survey
• Extended fuzzy linear models and least squares estimates
• Fuzzy least squares
• Fuzzy random variables
• Fuzzy random variables - II. Algorithms and examples for the discrete case
• Fuzzy relation analysis in fuzzy time series model
• Fuzzy sets
• Fuzzy time series and its models
• General fuzzy least squares
• Long-term forecasting of time series based on linear fuzzy information granules and fuzzy inference system
• Long-term prediction of time series based on stepwise linear division algorithm and time-variant zonary fuzzy information granules
• On the Statistical Treatment of Linear Stochastic Difference Equations
• Short-term load forecasting method based on fuzzy time series, seasonality and long memory process
• The strong law of large numbers for fuzzy random variables
• Time series: theory and methods.

Cited in

(6)

• Nonparametric time series modeling based on fuzzy data
• Asymptotic properties of least squares estimation for a new fuzzy autoregressive model
• Uncertain time series analysis with imprecise observations
• INFERENCE ON NONPARAMETRICALLY TRENDING TIME SERIES WITH FRACTIONAL ERRORS
• A unified approach to asymptotic behaviors for the autoregressive model with fuzzy data
• Least absolute deviations estimation for uncertain autoregressive model

This page was built for publication: Statistical inference for time series with non-precise data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2302790)